Cycles of violence, and terrorist attacks index for the State of Massachusetts

Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Massachusetts.

Abstract

Abstract: I apply the Beveridge-Nelson business cycle decomposition method to the time series of per capita murder in the State of Massachusetts. (1933-2005). Separating out “permanent” from “cyclical” murder, I hypothesize that the cyclical part coincides with documented waves of organized crime, internal tensions, breakdowns in social order, crime legislation, social, and political unrest, and recently with the periodic terrorist attacks to the U.S. The estimated cyclical component of murder warns that terrorist attacks in the U.S. from 1940 to 2005, have affected Massachusetts creating estimated turning point dates clearly marked by the most tragic terrorist attacks to the nation: the shut down in power in NYC in 1965, the World Trade Center Bombing in 1993, and 9/11 2001. The index for Massachusetts foretold with amazing precision those attacks, and must be used as a proxy for attacks for the Whole U.S along with indexes already constructed for the nation (http://mpra.ub.uni-uenchen.de/1145/01/MPRA_paper_1145.pdf) and, New York City (http://mpra.ub.uni-muenchen.de/4200/01/MPRA_paper_4200.pdf). The indexes must be used as dependent variables in structural models for terrorist attacks and in models assessing the effects of terrorism on the U.S. economy.

• Item Type: MPRA Paper
• Institution: LeasingMetrix Group, Inc
• Language: English
• Keywords: : A model of cyclical terrorist murder in Colombia; 1950-2004. Forecasts 2005-2019; the econometrics of violence; terrorism; and scenarios for peace in Colombia from 1950 to 2019; scenarios for sustainable peace in Colombia by year 2019; decomposing violence: terrorist murder in the twentieth in the United States; using the Beveridge and Nelson decomposition of economic time series for pointing out the occurrence of terrorist attacks; decomposing violence: terrorist murder and attacks in New York State from 1933 to 2005; terrorist murder; cycles of violence; and terrorist attacks in New York City during the last two centuries
• Subjects: N - Economic History > N4 - Government, War, Law, International Relations, and Regulation > N40 - General, International, or Comparative; K - Law and Economics > K1 - Basic Areas of Law > K14 - Criminal Law; O - Economic Development, Innovation, Technological Change, and Growth > O5 - Economywide Country Studies > O51 - U.S. ; Canada; N - Economic History > N4 - Government, War, Law, International Relations, and Regulation > N42 - U.S. ; Canada: 1913-; H - Public Economics > H5 - National Government Expenditures and Related Policies > H56 - National Security and War; D - Microeconomics > D7 - Analysis of Collective Decision-Making > D74 - Conflict ; Conflict Resolution ; Alliances ; Revolutions; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C20 - General; K - Law and Economics > K4 - Legal Procedure, the Legal System, and Illegal Behavior > K42 - Illegal Behavior and the Enforcement of Law; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C22 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C29 - Other

References

Bernard, Bruce. 2002. CENTURY, one hundred years of human progress, regression, suffering and hope. Phaidom Press Inc, New York, NY.

Beveridge, S., Nelson, C.R., 1981. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the “business cycle”. Journal of Monetary Economics 7, 151-174.

Clark, Ramsey., 1970. Crime in America. Simon and Schuster publishers, New York. Campbell, J.Y., P, Perron., 1991. “Pitfalls and opportunities: What Macroeconomists Should Know about Unit Roots,” in O.J. Blanchard and S. Fisher (eds.), NBER Macroeconomics Annual, The MIT Press, 141-201.

Cárdenas, M., 1991. Coffee Exports, Endogenous State Policy and the Business Cycle. PhD dissertation. Economics. University of California, Berkeley, CA.

Cuddington, J., Winters, L.A., 1987. The Beveridge-Nelson decomposition of economic time series. Journal of Monetary Economics 19, 125-127.

Dickey, D.A., Fuller, W.A., 1981. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49, 1057-1972.

Dosal, Paul., 2002. THE CARIBBEAN WAR: The United States in the Caribbean, 1898-1998. Cercles 5: pp. 39-55, online at http://www.cercles.com/n5/dosal.pdf.

Durham, Jennifer L., 1996. Crime in America: A Reference Handbook. ABC – CLIO, Inc, Santa Barbara California.

Eck, John and Maguire Edward., 2000. Have changes in policing reduced violent crime? assessment of the evidence. In The Crime Drop in America by Alfred Blumstein and Joel Wallman Editors. Cambridge University Press.

Enders, Walter and Sandler, Todd., 2006. The Political Economy of Terrorism. Cambridge University Press. New York.

Gómez-Sorzano, Gustavo A., 2005. “A model of cyclical terrorist murder in Colombia, 1950-2004. Forecasts 2005-2019”. Unpublished paper, presented at the 14th World Congress of Criminology, paper nominated to the Stockholm Prize in Criminology, online at http://mpra.ub.uni-muenchen.de/134/01/MPRA_paper_134.pdf

Gómez-Sorzano, Gustavo A., 2006. Decomposing Violence: Crime Cycles in the Twentieth Century in the United States. Journal of Applied Econometrics and International Development Vol.7-1, pp.

_______________________, 2006A. “ Scenarios for sustainable peace in Colombia by year 2019.” Unpublished paper, University of Pennsylvania, submitted to the Colombian Presidency, High Commissioner for Peace, Bogotá, Colombia, April. Online at http://mpra.ub.uni-muenchen.de/135/01/MPRA_paper_135.pdf

_______________________, 2006B. “The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019. Unpublished book, University of Pennsylvania, Philadelphia, October. Online at http://mpra.ub.uni-muenchen.de/539/01/MPRA_paper_539.pdf

_______________________, 2006C. “Decomposing violence: terrorist murder in the twentieth century in the United States”. Unpublished paper, Stockholm Criminology Symposium 2006, Stockholm, Online at http://mpra.ub.uni-muenchen.de/1145/01/MPRA_paper_1145.pdf

_______________________, 2006D. “Using the Beveridge and Nelson decomposition of economic time series for pointing out the occurrence of terrorist attacks”. Unpublished paper, Stockholm Criminology Symposium 2007, Stockholm, Online at http://mpra.ub.uni-muenchen.de/3388/01/MPRA_paper_3388.pdf

_______________________,2006E. “Decomposing violence: terrorist murder and attacks in New York State from 1933 to 2005”. Unpublished paper, Stockholm Criminology Symposium 2007, Stockholm University, online at http://mpra.ub.uni-muenchen.de/3776/01/MPRA_paper_3776.pdf

_______________________,2006F. “Terrorist murder, cycles of violence and terrorist attacks in New York City during the last two centuries”. Unpublished paper, Stockholm Criminology Symposium 2008, Stockholm University, online at http://mpra.ub.uni-muenchen.de/4200/01/MPRA_paper_4200.pdf

Henretta, et al., James, 2006. America: A concise history, 3rd ed., vol.1 (Bedford-St. Martin’s, 2006)

Hewitt, Christopher, 2005. Political Violence and Terrorism in Modern America, a Chronology. Praeger Security International, Connecticut.

Kegley W. Charles Jr., Raymond, Gregory A., 2007. After Iraq: the imperiled American Imperium. Oxford University Press. New York

Lane, Roger, 1999. Violent death in the city, suicide, accident and murder in nineteeth-century Philadelphia. Ohio State University Press.

Levitt, Steven. D., 1996. “The Effect of Prison Population Size on Crime Rates: Evidence from Prison Overcrowding Litigation.” Quarterly Journal of Economics 111:319-51.

Menjívar, Cecilia and Néstor Rodríguez., 2005. When States Kill, Latin America, the U.S., and Technologies of Terror. University of Texas Press, Austin.

Miller, S.M., 1988. The Beveridge-Nelson decomposition of economic time series: another economic computational method. Journal of Monetary Economics 21, 141-142.

Monkkonen, Eric H., 2001. Murder in New York City. University of California Press. Berkeley and Los Angeles, California.

Newbold, P.,1990. Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series. Journal of Monetary Economics 26, 453-457.

Marvell, Thomas B., and Carlisle E. Moody, Jr., 1994. “Prison Population Growth and Crime Reduction.” Journal of Quantitative Criminology 10:109-40

Spealman, William., 1994. Criminal incapacitation. New York: Plenum.

_______________., 2000. The limited importance of prison expansion. In The Crime Drop in America by Alfred Blumstein and Joel Wallman Editors. Cambridge University Press.

White, Jonathan R., 2003. Terrorism: 2002 update, 4th edition. (Belmont, CA: Wadsworth/Thomson Learning). Bernard, Bruce. 2002. CENTURY, one hundred years of human progress, regression, suffering and hope. Phaidom Press Inc, New York, NY.

Beveridge, S., Nelson, C.R., 1981. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the “business cycle”. Journal of Monetary Economics 7, 151-174.

Clark, Ramsey., 1970. Crime in America. Simon and Schuster publishers, New York. Campbell, J.Y., P, Perron., 1991. “Pitfalls and opportunities: What Macroeconomists Should Know about Unit Roots,” in O.J. Blanchard and S. Fisher (eds.), NBER Macroeconomics Annual, The MIT Press, 141-201.

Cárdenas, M., 1991. Coffee Exports, Endogenous State Policy and the Business Cycle. PhD dissertation. Economics. University of California, Berkeley, CA.

Cuddington, J., Winters, L.A., 1987. The Beveridge-Nelson decomposition of economic time series. Journal of Monetary Economics 19, 125-127.

Dickey, D.A., Fuller, W.A., 1981. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49, 1057-1972.

Dosal, Paul., 2002. THE CARIBBEAN WAR: The United States in the Caribbean, 1898-1998. Cercles 5: pp. 39-55, online at http://www.cercles.com/n5/dosal.pdf.

Durham, Jennifer L., 1996. Crime in America: A Reference Handbook. ABC – CLIO, Inc, Santa Barbara California.

Eck, John and Maguire Edward., 2000. Have changes in policing reduced violent crime? assessment of the evidence. In The Crime Drop in America by Alfred Blumstein and Joel Wallman Editors. Cambridge University Press.

Enders, Walter and Sandler, Todd., 2006. The Political Economy of Terrorism. Cambridge University Press. New York.

Gómez-Sorzano, Gustavo A., 2005. “A model of cyclical terrorist murder in Colombia, 1950-2004. Forecasts 2005-2019”. Unpublished paper, presented at the 14th World Congress of Criminology, paper nominated to the Stockholm Prize in Criminology, online at http://mpra.ub.uni-muenchen.de/134/01/MPRA_paper_134.pdf

Gómez-Sorzano, Gustavo A., 2006. Decomposing Violence: Crime Cycles in the Twentieth Century in the United States. Journal of Applied Econometrics and International Development Vol.7-1, pp.

_______________________, 2006A. “ Scenarios for sustainable peace in Colombia by year 2019.” Unpublished paper, University of Pennsylvania, submitted to the Colombian Presidency, High Commissioner for Peace, Bogotá, Colombia, April. Online at http://mpra.ub.uni-muenchen.de/135/01/MPRA_paper_135.pdf

_______________________, 2006B. “The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019. Unpublished book, University of Pennsylvania, Philadelphia, October. Online at http://mpra.ub.uni-muenchen.de/539/01/MPRA_paper_539.pdf

_______________________, 2006C. “Decomposing violence: terrorist murder in the twentieth century in the United States”. Unpublished paper, Stockholm Criminology Symposium 2006, Stockholm, Online at http://mpra.ub.uni-muenchen.de/1145/01/MPRA_paper_1145.pdf

_______________________, 2006D. “Using the Beveridge and Nelson decomposition of economic time series for pointing out the occurrence of terrorist attacks”. Unpublished paper, Stockholm Criminology Symposium 2007, Stockholm, Online at http://mpra.ub.uni-muenchen.de/3388/01/MPRA_paper_3388.pdf

_______________________,2006E. “Decomposing violence: terrorist murder and attacks in New York State from 1933 to 2005”. Unpublished paper, Stockholm Criminology Symposium 2007, Stockholm University, online at http://mpra.ub.uni-muenchen.de/3776/01/MPRA_paper_3776.pdf

_______________________,2006F. “Terrorist murder, cycles of violence and terrorist attacks in New York City during the last two centuries”. Unpublished paper, Stockholm Criminology Symposium 2008, Stockholm University, online at http://mpra.ub.uni-muenchen.de/4200/01/MPRA_paper_4200.pdf

Henretta, et al., James, 2006. America: A concise history, 3rd ed., vol.1 (Bedford-St. Martin’s, 2006)

Hewitt, Christopher, 2005. Political Violence and Terrorism in Modern America, a Chronology. Praeger Security International, Connecticut.

Kegley W. Charles Jr., Raymond, Gregory A., 2007. After Iraq: the imperiled American Imperium. Oxford University Press. New York

Lane, Roger, 1999. Violent death in the city, suicide, accident and murder in nineteeth-century Philadelphia. Ohio State University Press.

Levitt, Steven. D., 1996. “The Effect of Prison Population Size on Crime Rates: Evidence from Prison Overcrowding Litigation.” Quarterly Journal of Economics 111:319-51.

Menjívar, Cecilia and Néstor Rodríguez., 2005. When States Kill, Latin America, the U.S., and Technologies of Terror. University of Texas Press, Austin.

Miller, S.M., 1988. The Beveridge-Nelson decomposition of economic time series: another economic computational method. Journal of Monetary Economics 21, 141-142.

Monkkonen, Eric H., 2001. Murder in New York City. University of California Press. Berkeley and Los Angeles, California.

Newbold, P.,1990. Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series. Journal of Monetary Economics 26, 453-457.

Marvell, Thomas B., and Carlisle E. Moody, Jr., 1994. “Prison Population Growth and Crime Reduction.” Journal of Quantitative Criminology 10:109-40

Spealman, William., 1994. Criminal incapacitation. New York: Plenum.

_______________., 2000. The limited importance of prison expansion. In The Crime Drop in America by Alfred Blumstein and Joel Wallman Editors. Cambridge University Press.

White, Jonathan R., 2003. Terrorism: 2002 update, 4th edition. (Belmont, CA: Wadsworth/Thomson Learning).